Market sentiment and exchange rate directional forecasting.
Vasilios PlakandarasTheophilos PapadimitriouPeriklis GogasKonstantinos I. DiamantarasPublished in: Algorithmic Finance (2015)
Keyphrases
- exchange rate
- foreign exchange
- stock price
- short run
- financial crisis
- sentiment analysis
- risk aversion
- financial time series
- currency exchange
- financial markets
- long run
- opinion mining
- sentiment classification
- stock exchange
- stock market
- early warning
- option pricing
- decision making
- databases
- financial data
- historical data
- sufficient conditions
- natural language